Gregor N. F. Weiß

Available identifiers

zbMath Open weiss.gregor-n-fMaRDI QIDQ320312

List of research outcomes

Publication	Date of Publication	Type
Comparing and quantifying tail dependence	2024-09-18	Paper
Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk	2021-06-02	Paper
A comparison of tail dependence estimators	2020-05-07	Paper
Testing Asymmetry in Dependence with Copula-Coskewness	2019-05-28	Paper
Smooth nonparametric Bernstein vine copulas	2018-11-19	Paper
Is Tail Risk Priced in Credit Default Swap Premia?	2018-11-09	Paper
Liquidity tail risk and credit default swap spreads	2018-05-17	Paper
An order of asymmetry in copulas, and implications for risk management	2016-10-06	Paper
Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study	2015-01-28	Paper

Research outcomes over time

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